+104.5%
MDLZ vs EWJ
+125.7%
-21.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -0.4% | +3.6% | -4.0% | -1.8% |
| 30D | +8.2% | -6.0% | +14.2% | +10.6% |
| 3M | +8.0% | -6.5% | +14.5% | +10.4% |
| 6M | +9.7% | -0.1% | +9.8% | +8.4% |
| YTD | +26.9% | +13.9% | +13.0% | +17.6% |
| 1Y | +20.9% | +13.1% | +7.8% | +12.4% |
| 3Y | +5.3% | +65.0% | -59.7% | -21.5% |
| 5Y | +21.4% | +47.0% | -25.6% | -3.6% |
| All | +104.5% | +125.7% | -21.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling